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Ouster, Inc. Common Stock OUST

TECHNOLOGY · ELECTRONIC COMPONENTS
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Market dataready · fetched 2026-10-15T20:02:22.012Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:02.390435852Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:34.943995+00:00

Share price$31.75
1D+3.4%
AH$29.11$29.82$30.53$31.24$31.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUST
Sold putSold callAH

Ouster, Inc. Common Stock options

Live interpolated OUST call and put midpoint premiums by absolute delta.Ouster, Inc. Common Stock$0.00$2.29$4.57$6.86$9.15$28.10$29.82$31.54$33.26$34.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $31.75OPTION PRICELive OUST spot · $31.75OUST PRICE$0.17$0.24$0.25$0.31$0.38$0.45$0.52$0.60$0.68$0.80$0.91$1.01$1.08$0.28$0.29$0.39$0.49$0.58$0.70$0.86$1.18$1.78$2.41$1.79$6.08$8.48
PutsExpensive1.23×
CallsCheap0.53×
SkewBearish+98.43 pp
Implied moveBearish±$1.39
TiltBearish54.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.1695.8%5.0%29.84145.8%6.9%
25Δ33.03101.8%4.8%30.55114.5%4.7%
30Δ32.5081.1%3.1%30.80118.3%4.2%
35Δ32.3181.1%2.8%31.05121.0%3.8%
40Δ32.1381.0%2.4%31.31118.5%3.2%
45Δ31.9580.7%2.0%31.57118.2%2.8%
50Δ31.7979.6%1.8%31.83123.6%2.5%
55Δ31.6278.5%1.5%32.17142.8%2.4%
60Δ31.4577.8%1.2%32.72183.6%2.6%
65Δ31.2778.0%1.0%33.38213.8%2.5%
70Δ31.1078.2%0.8%33.12141.9%1.3%
75Δ30.9575.3%0.6%37.02370.1%2.6%
80Δ30.8368.6%0.5%39.53425.2%2.2%

20Δ

Calls
Pseudo strike
33.16
IV
95.8%
B/E move
5.0%
Puts
Pseudo strike
29.84
IV
145.8%
B/E move
6.9%

25Δ

Calls
Pseudo strike
33.03
IV
101.8%
B/E move
4.8%
Puts
Pseudo strike
30.55
IV
114.5%
B/E move
4.7%

30Δ

Calls
Pseudo strike
32.50
IV
81.1%
B/E move
3.1%
Puts
Pseudo strike
30.80
IV
118.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
32.31
IV
81.1%
B/E move
2.8%
Puts
Pseudo strike
31.05
IV
121.0%
B/E move
3.8%

40Δ

Calls
Pseudo strike
32.13
IV
81.0%
B/E move
2.4%
Puts
Pseudo strike
31.31
IV
118.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
31.95
IV
80.7%
B/E move
2.0%
Puts
Pseudo strike
31.57
IV
118.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
31.79
IV
79.6%
B/E move
1.8%
Puts
Pseudo strike
31.83
IV
123.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
31.62
IV
78.5%
B/E move
1.5%
Puts
Pseudo strike
32.17
IV
142.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
31.45
IV
77.8%
B/E move
1.2%
Puts
Pseudo strike
32.72
IV
183.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
31.27
IV
78.0%
B/E move
1.0%
Puts
Pseudo strike
33.38
IV
213.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
31.10
IV
78.2%
B/E move
0.8%
Puts
Pseudo strike
33.12
IV
141.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
30.95
IV
75.3%
B/E move
0.6%
Puts
Pseudo strike
37.02
IV
370.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
30.83
IV
68.6%
B/E move
0.5%
Puts
Pseudo strike
39.53
IV
425.2%
B/E move
2.2%